EXCLUSIVE: I’ve just learned Woody Allen has set Marion Colillard to play the “Muse” and star opposite Owen Wilson in that untitled film he’s shooting this summer in Paris. France’s First Lady, Carla Bruni-Sarkozy, also has been mentioned as a possible participant, but nothing’s set as of yet. Allen’s pic is being financed under his 3-picture deal with Spain’s Mediapro. It still seems odd watching the quintessential New York director shoot in Paris, London, or Barcelona. (Though he returned for Whatever Works.) Allen long enjoyed a relationship with studios that few directors could match, where they financed his films without even reading the script. Those days are long gone — except overseas. Woody recently wrapped You Will Meet a Tall Dark Stranger in London and scheduled for release in September. Cotillard most recently starred in Nine.